An interacting multiple model-based two-stage Kalman filter for vehicle positioning

To address the problem that a general augmented state Kalman filter or a two-stage Kalman filter cannot achieve satisfactory positioning performance when facing uncertain noise of the micro-electro-mechanical system（MEMS） inertial sensors, a novel interacting multiple model-based two-stage Kalman filter（IMM-TSKF） is proposed to adapt to the uncertain inertial sensor noise. Three bias filters are developed based on different noise characteristics to cover a wide range of noise levels. Then, an accurate estimation of biases is calculated by the interacting multiple model algorithm to correct the bias-free filter. Thus, the vehicle positioning system can achieve good performance when suffering from uncertain inertial sensor noise. The experimental results indicate that the average position error of the proposed IMMTSKF is 25% lower than that of the general TSKF.

Maneuvering target tracking using threshold interacting multiple model algorithm

To avoid missing track caused by the target maneuvers in automatic target tracking system, a new maneuvering target tracking technique called threshold interacting multiple model （TIMM） is proposed. This algorithm is based on the interacting multiple model （IMM） method and applies a threshold controller to improve tracking accuracy. It is also applicable to other advanced algorithms of IMM. In this research, we also compare the position and velocity root mean square （RMS） errors of TIMM and IMM algorithms with two different examples. Simulation results show that the TIMM algorithm is superior to the traditional IMM alzorithm in estimation accuracy.

Interacting Multiple Model Algorithm with the Unscented Particle Filter (UPF)

Combining interacting multiple model （IMM） and unscented particle filter （UPF）, a new multiple model filtering algorithm is presented. Multiple models can be adapted to targets＇ high maneu- vering. Particle filter can be used to deal with the nonlinear or non-Gaussian problems and the unscented Kalman filter （UKF） can improve the approximate accuracy. Compared with other interacting multiple model algorithms in the simulations, the results demonstrate the validity of the new filtering method.

Using interacting multiple model particle filter to track airborne targets hidden in blind Doppler

In airborne tracking,the blind Doppler makes the target undetectable,resulting in tracking difficulties. In this paper,we studied most possible blind-Doppler cases and summed them up into two types:targets' intentional tangential flying to radar and unintentional flying with large tangential speed. We proposed an interacting multiple model(IMM) particle filter which combines a constant velocity model and an acceleration model to handle maneuvering motions. We compared the IMM particle filter with a previous particle filter solution. Simulation results showed that the IMM particle filter outperforms the method in previous works in terms of tracking accuracy and continuity.

Method for Underwater Target Tracking Based on an Interacting Multiple Model

According to the requirements of real-time performance and reliability in underwater maneuvering target tracking as well as clarifying motion features of the underwater target, an interacting multiple model algorithm based on fuzzy logic inference （FIMM） is proposed. Maneuvering patterns of the target are represented by model sets, including the constant velocity model （CA）, the Singer mode~, and the nearly constant speed horizontal-turn model （HT） in FIMM technology. The simulation results show that compared to conventional IMM, the reliability and real-time performance of underwater target tracking can be improved by FIMM algorithm.

An Algorithm of the Adaptive Grid and Fuzzy Interacting Multiple Model

This paper studies the algorithm of the adaptive grid and fuzzy interacting multiple model （AGFIMM） for maneuvering target tracking, while focusing on the problems of the fixed structure multiple model （FSMM） algorithm＇s cost-efficiency ratio being not high and the Markov transition probability of the interacting multiple model （IMM） algorithm being difficult to determine exactly. This algorithm realizes the adaptive model set by adaptive grid adjustment, and obtains each model matching degree in the model set by fuzzy logic inference. The simulation results show that the AGFIMM algorithm can effectively improve the accuracy and cost-efficiency ratio of the multiple model algorithm, and as a result is suitable for enineering apolications.

A Novel Interacting Multiple-Model Method and Its Application to Moisture Content Prediction of ASP Flooding

In this paper,an interacting multiple-model(IMM)method based on datadriven identification model is proposed for the prediction of nonlinear dynamic systems.Firstly,two basic models are selected as combination components due to their proved effectiveness.One is Gaussian process(GP)model,which can provide the predictive variance of the predicted output and only has several optimizing parameters.The other is regularized extreme learning machine(RELM)model,which can improve the overfitting problem resulted by empirical risk minimization principle and enhances the overall generalization performance.Then both of the models are updated continually using meaningful new data selected by data selection methods.Furthermore,recursive methods are employed in the two models to reduce the computational burden caused by continuous renewal.Finally,the two models are combined in IMM algorithm to realize the hybrid prediction,which can avoid the error accumulation in the single-model prediction.In order to verify the performance,the proposed method is applied to the prediction of moisture content of alkali-surfactant-polymer(ASP)flooding.The simulation results show that the proposed model can match the process very well.And IMM algorithm can outperform its components and provide a nice improvement in accuracy and robustness.

Aircraft Trajectory Prediction Based on Modified Interacting Multiple Model Algorithm

In order to realize the aircraft trajectory prediction,a modified interacting multiple model(M-IMM) algorithm is proposed,which is based on the performance analysis of the standard interacting multiple model(IMM) algorithm.In the proposed M-IMM algorithm,a new likelihood function is defined for the sake of updating flight mode probabilities,in which the influences of interacting to residual's mean error are taken into account and the assumption of likelihood function being a zero mean Gaussian function is discarded.Finally,the proposed M-IMM algorithm is applied to the simulation of the aircraft trajectory prediction,and the comparative studies are conducted to existing algorithms.The simulation results indicate the proposed M-IMM algorithm can predict aircraft trajectory more quickly and accurately.

Application of interacting multiple model in integrated positioning system of vehicle

To solve low precision and poor stability of the extended Kalman filter （EKF） in the vehicle integrated positioning system owing to acceleration, deceleration and turning （hereinafter referred to as maneuvering） , the paper presents an adaptive filter algorithm that combines interacting multiple model （IMM） and non linear Kalman filter. The algorithm describes the motion mode of vehicle by using three state spacemode]s. At first, the parallel filter of each model is realized by using multiple nonlinear filters. Then the weight integration of filtering result is carried out by using the model matching likelihood function so as to get the system positioning information. The method has advantages of nonlinear system filter and overcomes disadvantages of single model of filtering algorithm that has poor effects on positioning the maneuvering target. At last, the paper uses IMM and EKF methods to simulate the global positioning system （OPS）/inertial navigation system （INS）/dead reckoning （DR） integrated positioning system, respectively. The results indicate that the IMM algorithm is obviously superior to EKF filter used in the integrated positioning system at present. Moreover, it can greatly enhance the stability and positioning precision of integrated positioning system.

Tracking Algorithm Based on Improved Interacting Multiple Model Particle Filter

Measurements are always interfered with glint noise in a radar target tracking system, which makes the performance of traditional filtering fall sharply and even divergent.Against this problem, a new Interactive Multiple Model Particle Filter (IMMPF) algorithm is proposed for target tracking by introducing PF into Interactive Multiple Model (IMM).Different from the general method to select importance density function from PF, the particles are extracted from observation likelihood function within depending on observation noises.Observation noise is modelled, and the latest observation is fused, then the target can be effectively tracked.Finally, the optimized method is simulated with respect to bearings-only tracking of maneuvering target in a glint noise environment.Compared with the existing filtering algorithms, it turns out that the developed filtering algorithm is more efficient and closer to the real-time tracking requirement of high maneuvering targets.

Target Tracking Using the Interactive Multiple Model Method

Aim To develop a practical target tracking algorithm for different motion modes. Methods After creation of the new model, it was implemented by computer simulation to prove its performance and compared with the often-used current statistical model. Results The simulation results show that the new IMM (interactive multiple model) have low tracking error in both maneuVering segment and non^Inaneuwi segment while the current statistical model bas muCh higher tracking error in non-maneuvering segment. Conclusion In the point of trackintaccuracy, the new IMM method is much better than the current acceleration method. It can develop into a practical target hacking method.

Inclusive Multiple Models(IMM)for predicting groundwater levels and treating heterogeneity

An explicit model management framework is introduced for predictive Groundwater Levels(GWL),particularly suitable to Observation Wells(OWs)with sparse and possibly heterogeneous data.The framework implements Multiple Models(MM)under the architecture of organising them at levels,as follows:(i)Level 0:treat heterogeneity in the data,e.g.Self-Organised Mapping(SOM)to classify the OWs;and decide on model structure,e.g.formulate a grey box model to predict GWLs.(ii)Level 1:construct MMs,e.g.two Fuzzy Logic(FL)and one Neurofuzzy(NF)models.(iii)Level 2:formulate strategies to combine the MM at Level 1,for which the paper uses Artificial Neural Networks(Strategy 1)and simple averaging(Strategy 2).Whilst the above model management strategy is novel,a critical view is presented,according to which modelling practices are:Inclusive Multiple Modelling(IMM)practices contrasted with existing practices,branded by the paper as Exclusionary Multiple Modelling(EMM).Scientific thinking over IMMs is captured as a framework with four dimensions:Model Reuse(MR),Hierarchical Recursion(HR),Elastic Learning Environment(ELE)and Goal Orientation(GO)and these together make the acronym of RHEO.Therefore,IMM-RHEO is piloted in the aquifer of Tabriz Plain with sparse and possibly heterogeneous data.The results provide some evidence that(i)IMM at two levels improves on the accuracy of individual models;and(ii)model combinations in IMM practices bring‘model-learning’into fashion for learning with the goal to explain baseline conditions and impacts of subsequent management changes.

ADAPTIVE MULTIPLE MODEL FILTER USING IMM AND STF

In fault identification, the Strong Tracking Filter (STF) has strong ability to track the change of some parameters by whitening filtering innovation. In this paper, the authors give out a modified STF by searching the fading factor based on the Least Squared Estimation. In hybrid estimation, the well known Interacting Multiple Model (IMM) Technique can model the change of the system modes. So one can design a new adaptive filter — SIMM. In this filter, our modified STF is a parameter adaptive part and IMM is a mode adaptive part. The benefit of the new filter is that the number of models can be reduced considerably. The simulations show that SIMM greatly improves accuracy of velocity and acceleration compared with the standard IMM to track the maneuvering target when 2 model conditional estimators are used in both filters. And the computation burden of SIMM increases only 6% compared with IMM.

一种基于模型概率单调性变化的自适应IMM-UKF改进算法

针对现有交互式多模型(IMM)算法模型间切换迟滞和转换速率慢的缺点,提出一种基于模型概率单调性变化的自适应交互式多模型无迹卡尔曼滤波改进算法(mIMM-UKF)。该算法利用后验信息模型概率的单调性,对马尔可夫转移概率矩阵及模型估计概率进行二次修正,加快了匹配模型的切换速度及转换速率。仿真结果表明,与现有算法相比,该算法通过快速切换匹配模型,有效提高了水下目标跟踪精度。

基于改进自适应IMM算法的高速列车组合定位

针对列车高精度定位问题,该文提出基于改进自适应交互多模型(IMM)的高速列车高精度组合定位方法。首先,根据列车定位需求和各传感器特点,设计了卫星接收器、轮轴测速传感器、测速雷达以及单轴陀螺仪4种传感器的组合定位方案。然后,针对IMM融合滤波算法因先验信息不准导致固定参数设置不当的问题,引入Sage-Husa自适应滤波和转移概率矩阵(TPM)自适应更新集成为自适应IMM算法。针对多模型切换的滞后问题,利用子模型似然函数值能快速反映模型变化趋势的特点,将似然函数值设为判定标志,并引入判定窗对TPM矩阵元素进行修正,有效提升了模型的切换速度。最后,基于改进自适应IMM算法对4种传感器定位信息进行融合滤波,实现高速列车的高精度组合定位。仿真结果表明:改进后的算法相比其他自适应IMM算法提升定位精度1.6%~14.7%,并且能通过提高模型间切换速度来有效降低位置误差峰值,同时具备较好的抗噪性能。

基于IMM-JPDA-ISTUKF的车载毫米波雷达多目标跟踪算法

为提高车载毫米波雷达多目标跟踪精度指标,提升道路车辆行驶安全性,文中在交互多模型无迹卡尔曼滤波(IMM-UKF)和联合概率数据关联(JPDA)融合的算法基础上,针对车辆运动状态突变处UKF鲁棒性差、滤波精度低的问题,提出了一种基于改进强跟踪UKF(ISTUKF)的IMM-JPDA-ISTUKF算法。通过模拟道路场景搭建的仿真环境对算法性能进行了验证,且为证明该算法在实际道路工况下跟踪精度的提升,还进行了雷达道路测试,通过雷达在道路上获取的车辆数据进一步验证了该算法的有效性。结果表明,该算法在目标车辆运动状态发生变化时的距离跟踪精度和速度跟踪精度方面均得到了提高。

A novel maneuvering multi-target tracking algorithm based on multiple model particle filter in clutters

To solve the problem of strong nonlinear and motion model switching of maneuvering target tracking system in clutter environment, a novel maneuvering multi-target tracking algorithm based on multiple model particle filter is presented in this paper. The algorithm realizes dynamic combination of multiple model particle filter and joint probabilistic data association algorithm. The rapid expan- sion of computational complexity, caused by the simple combination of the interacting multiple model algorithm and particle filter is solved by introducing model information into the sampling process of particle state, and the effective validation and utilization of echo is accomplished by the joint proba- bilistic data association algorithm. The concrete steps of the algorithm are given, and the theory analysis and simulation results show the validity of the method.

基于改进ATPM-IMM算法的外辐射源雷达机动目标跟踪

针对外辐射源雷达进行机动目标跟踪时,现有的自适应交互式多模型(AIMM)算法难以达到高精确度跟踪的问题,提出一种基于改进的自适应转移概率交互式多模型(ATPM-IMM)的机动目标跟踪算法。该算法在ATPM-IMM算法的基础上增加了自适应控制窗,对转移概率矩阵进行再次修正,从而可根据目标的机动情况自适应切换机动模型,提高真实模型的匹配概率。仿真和实测数据结果表明,所提算法可有效提高外辐射源雷达进行机动目标跟踪的精确度。

Multiple Model Filtering in the Presence of Gaussian Mixture Measurement Noises

A simplified multiple model filter is developed for discrete-time systems inthe presence of Gaussian mixture measurement noises. Theoretical analysis proves that the proposedfilter has the same estimation performance as the interacting multiple model filter at the price ofless computational cost. Numerically robust implementation of the filter is presented to meetpractical applications. An example on bearings-only guidance demonstrates the effect of the proposedalgorithm.

基于AIMM-PF的多机动目标协同跟踪

针对常规线性卡尔曼滤波越来越不能满足多机动目标跟踪精度需求的问题,提出一种基于自适应多模型粒子滤波的协同跟踪方法.首先,主车和协同车分别执行自适应交互式多模型粒子滤波(adaptive interactive multi model particle filter,AIMM-PF)算法,获得环境中目标车辆的运动状态;其次,协同车通过车车通信将跟踪到的目标状态发送给主车;最后,利用基于匈牙利算法和快速协方差交叉算法的数据关联和数据融合技术实现多机动目标的协同跟踪.搭建了V2V通信、雷达和定位仿真系统,选定两辆智能车作为主车和协同车,感知并跟踪200 m范围内的7辆目标车,进行了仿真试验.结果表明,与传统的单车跟踪相比,协同跟踪扩大了感知范围,且在不影响跟踪效率的情况下使跟踪误差降低了31.1%.